제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 2001년도 ICCAS
- /
- Pages.95.1-95
- /
- 2001
A Novel Concept on Stochastic Stability
초록
This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.
키워드